+39.5%
PL vs DLTR
+19.8%
+19.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | 0.0% |
| 7D | +10.0% | +5.3% | +4.7% | +8.6% |
| 30D | -2.3% | +13.4% | -15.7% | -6.3% |
| 3M | -44.2% | +6.6% | -50.8% | -45.7% |
| 6M | -66.1% | +59.1% | -125.2% | -71.2% |
| YTD | -30.0% | +12.3% | -42.2% | -33.9% |
| 1Y | +21.0% | +33.9% | -12.8% | +7.9% |
| 3Y | +516.5% | +23.0% | +493.5% | +435.7% |
| 5Y | +32.0% | +22.1% | +9.9% | +20.1% |
| All | +39.5% | +19.8% | +19.7% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling